Stats 2857

Chapter 3: DISCREET DISTRIBUTIONS

- Random Variables
o For a given sample space, a random variable is any rule associating a number
with each outcome in the sample space
o A random variable is a function whose domain is the sample space, range is the
set of real numbers
o I.e. Flipping a coin three times:
{ HHH , HHT , HTH , THH , HTT , THT ,TTH , TTT } ; random variable
X =number of heads={0,1,2,3 }
- Discrete Random variable
o Is a random variable whose possible values constitute a finite set, or infinite
sequence
 Its set of values consists of either all numbers in a single interval, or all
numbers in a disjoint union [ 0,10 ] ∪[20,30]
 No possible value of the variable has positive probability
- Bernouilli Random Variable
o Any random variable whose only possible values are 0 and 1
o y= { 0if something
1 if something else
 i.e. success or failure
- Probability Distribution
o The probability distribution of X says how the total probability of 1 is distributed
among the various possible X values
o Also called the probability mass function
o Is defined for every number x by p ( x ) =P( X =x)
 The pmf specifies the probability of observing that value when the
experiment is performed
 NOTE: pmf must satisfy: p ( x ) ≥ 0 ; ∑ p ( x )=1
- Parameters of a distribution
o Suppose p( x ) depends on a quantity that can be assigned any one of a number
of possible values, with each different value determining a different probability
distribution
o Such a quantity is called a parameter
o The collection of all probability distributions for different values of the
parameter is called a family of probability distributions
- Culminative distribution function
o The culminative distribution function F ( x) of a discrete random variable X with
pmf p(x ) is defined for every number by:
F ( x )=P ( X ≤ x ) = ∑ p( y)
y :y ≤ x
 o For any number x F (x) is the probability that the observed value will be at most
x
- Expected Value of X
o Let X be a discrete random variable with set of possible values D and pmf p ( x ) .
The expected value=mean value, of X, E( X) or μx is :
E ( X ) = ∑ x ∙ p( x)
x ∈D
o Provided that the series is less than or equal to infinity
- Expected value of a Function
o If the random variable X has a set of possible values D and pmf p(x), the
expected value of the function h(x), E [h ( x ) ], is computed by:

E [ h ( X ) ]=∑ h(x )∙ p (x)

D
- Expected value of a Linear Function
o The h( x ) function is frequently linear. In this case E [h ( X )] can be computed
from E( X)
E [ h ( X ) ]=a ∙ E ( X )+ b
o This is only possible when h(x) is LINEAR, otherwise calculate the expected value
by hand
- Variance of X
o Let X have a pmf p(X) and expected value μ. The variance of X, denoted by V(X)
or σ 2 x , or just σ 2 is:
V ( X )=∑ ( x−μ )2 ∙ p ( x ) =E[ ( X−μ )2]
D
o Standard deviation is √ V (X )

[ ]
o SHORTCUT: V ( X )=σ = ∑ x ∙ p ( x ) −μ=E ( X )−[ E ( X ) ]
2 2 2 2

- Rules of Variance
o The variance of h( x ) is the expected value of the squared difference between
h(x) and it’s expected value
2 2
V ( aX +b )=σ aX+ b=a ∙ σ X
σ aX +b=¿ a∨∙ σ 2X

Example: A chemical supply company currently has in stock 100 lb of a chemical, which it sells
to customers in 5-lb containers. Let X = the number of containers ordered by a randomly
chosen customer, and suppose that X has pmf:
x 1 2 3 4
P(x) 0.2 0.4 0.3 0.1

E ( x )=∑ x ∙ p ( x )
E ( x )=1 ( 0.2 )+ 2 ( 0.4 ) +3 ( 0.3 ) +4 ( 0.1 )=0.2+0.8+ 0.9+0.4
E ( x )=2.3
 E ( x )= ∑ x p ( x )
2 2

¿ 12 ( 0.2 )+22 ( 0.4 )+3 2 ( 0.3 )+ 42 ( 0.1 )

¿ 0.2+1.6+2.7+ 1.6
¿ 6.1

V ( x )=E ( x )−E ( x )
2 2

2
V ( x )=6.1−2.3
V ( x )=0.81

y=¿ of pounds ¿ 100−5 x

y=100−5 x

E ( y )=E ( 100−5 x ) =100−5 ( E ( x ) )

¿ 100−5 ( 2.3 )
¿ 88.5 pounds

2
V ( y )=V ( 100−5 x )=(−5 ) V ( x )
¿ 25 ( 0.81 )
¿ 20.25
- Moments
o Sometimes expected values of integer powers of X and X −μ are called moments
o Expected value of powers of X are called moments about 0
o Expected values of powers of X −μ are called moments about the mean
- Measure of Lack of Symmetry using Moments:
o Measure of departure from symmetry
E¿¿
- Moment Generating Functions:
o The mgf of a discreet random variable is defined to be:
M x ( t ) =E ( e tx )=∑ e tx × p(x)
Example: For a new car the number of defects X has the distribution given by the accompanying
table. Find MX (t).

M x ( t ) =e 0 (0.04)+e t (0.2)+e 2 t (0.34)+ e3 t (0.2)+e 4 t (0.15)+e 5t (0.05)+e 6 t (0.03)

t 2t 3t 4t 5t 6t
¿ 0.04+ 0.2 e + 0.34 e +0.2 e + 0.15 e +e ( 0.05)+e
r (r )
- If the mgf exists E( X )=M X (0)
o It is equal to the rth derivative of the moment generating function at t=0
Example: For a new car the number of defects X has the distribution given by the accompanying
table. Find MX (t).

M x ( t ) =0.04+0.2 e t +0.34 e2 t + 0.2 e3 t + 0.15 e4 t +e 5 t (0.05)+e 6 t

(1 ) t 2t 3t 4t 5t 6t
M x ( t )=0.2 e +0.68 e +0.6 e +0.6 e +0.2 e + 0.18 e
(1 )
M x ( 0 )=2.46

THEN

2 (2)
E( X )=M x (0)=7.84

THEN
V ( X)=E( X 2 )−¿

t 3t
EXAMPLE : Given MX (t )=0.2+0.3 e +0.5 e , find p (x), E (X ),V ( X )

Since MX(t) is the sum of all x(p(x)); p(x)=0.2

E(X) is the first derivative of MX(t) at t=0

(1) (0) 3
E( X)=M X (0)=0.3 e +1.5 e ( 0)=0.3+1.5=1.8

V(X) is the second derivative of MX(T) evaluated at t=0 minus the first
E( X 2)=M (2) 0 3
X (0)=0.3 e + 4.5 e (0)
(2)
M X (0)=4.8

2 2
V ( x )=E( X )−[ E(X )]
V ( X)=4.8−3.24
V ( X)=1.56

- MGF of a linear function:

o Let X have the mgf M x ( t ) and let Y=aX+b; then M Y ( t )=e bt × M x ( at )
- Binomial Experiments:
o MUST satisfy:
 The experiment consists of n smaller experiments called trials, where n is
fixed in advance of the experiment
 Each trial has two outcomes: success/failure
 Trials are independent: Outcome of one trial doesn’t influence the
outcome of another
 The probability of success is not constant from trial to trial (called p)
- Sampling without replacement:
 o Sampling from a population of size N, that yields two outcomes. If the sample
size n is at most 5% of the population size, the experiment can be analyzed as
binomial
- Binomial Random Variable
o Given a binomial experiment of n trials, the binomial random variable X
associated to this experiment is defined as:
 X=the number of Sucesses among the n trials
o The pmf of a binomial random variable X depends on parameters n and p; the
pmf is denoted by b(x; n,p)
- Binomial Probability Mass function

{( )
n p x ( 1− p )n− x ;if x=0,1,2 , … n
o b ( x ; n , p) = x
0; otherwise

Example:
1. B(3;8,0.6)

(38) 0.6 ( 1−0.6 )

b ( 3 ; 8,0.6 ) =
3 8−3
=56 ( 0.216 ) ( 0.01024 )=0.1239

2. b (5; 8,0.6)

(58) 0.6 ( 1−0.6 )

b ( 5 ; 8,0.6 ) =
5 8−5
=56 ( 0.07776 ) ( 0.064 )=0.2787

3. P(3 ≤ X ≤5) when n=6 and p=0.6

()
Step 1 :b ( 4 ; 8,0.6 )= 8 0.6 4 (1−0.6 )8− 4=0.2322
4
step2 : P ( 3≤ X ≤ 5 )= p ( 3 ) + p ( 4 )+ p ( 5 ) =0.1239+0.2787+ 0.2322=0.6348
4. P(1≤X) when n=12, and p=0.1

This example spans every element except 0!

P ( 1≤ X ) =1− p ( 0 )

( )
SO :b ( 0 ;12,0.1 )= 12 0.10 ( 1−0.1 )12−0=0.2824
0

P ( 1≤ X ) =1− p ( 0 )=1−0.2824=0.7176

Example 2: The College Board reports that 2% of the two million high school students who
take the SAT each year receive special accommodations because of documented disabilities.
Consider a random sample of 25 students who have recently taken the test.

NOTE: a sample of 25 students is less than 5% of the population, and has two outcomes:
accommodation and no accommodation
 n=25, p=0.02, X is the number of successes=the number who received accommodation

a. What is the probability that exactly 1 received a special accommodation?

b ( 1 ;25,0.02 )= ( 251) 0.02 (1−0.02)

1 25−1
=0.3079

b. What is the probability that at least 1 received a special accommodation?

We need P(x≤1)=1-p(0)

b ( 0 ; 25 , 0.02 )= (250)0.02 ( 1−0.02)

0 25−0
=1 ( 1 ) ( 0.603464729 )=0.6035

P ( X ≤1 ) =1−0.6035=0.3965

c. What is the probability that at least 2 received a special accommodation?

P ( X ≤2 ) =1− p ( 0 )− p ( 1 )=1−0.3079−0.6035=0.0886

- Using Binomial Tables:

o Notation: for all X Bin ( n , p ) , the cdf will be denoted by :
x
 P ( X ≤ x )=B ( x ; n , p )= ∑ b( y ;n , p)
y=0
o These are given and PRE CALCULATED
o If given a binomial table question one will be provided
- Mean and variance of X
o If X Bin ( n , p ) , then E ( X ) =np , V ( X )=np ( 1−p )
o σ x =√ np ( 1− p )
o
What is the probability that the number among the 25 who received a special accommodation
is within 2 standard deviations of the number you would expect to be accommodated?

E ( X ) =np=25 ( 0.02 )=0.5

σ x =√ np ( 1− p )=√ 25 ( 0.02 )( 0.98 ) 0.07

So two standard deviations below the mean is 0.5-2(0.07)=-0.9; two standard deviations above
is 1.9

P (−0.9 ≤ X ≤ 1.9 )=P ( 0 ≤ X ≤1 ) =P ( X ≤ 1 ) ; since X can only take on 0 , 1 ,2 , 3 …

 ¿ the table : P ( μ−2 σ < X < σ +2 σ )=0.642

- Characteristics of Hypergeometric Distributions

o Assumptions that lead into a hypergeometric distribution
 The population or set to be sample consists of N individuals, objects or
elements (a finite population)
 Each individual can be characterized as a success or failure, and there are
M successes in the population
 A sample of n individuals is selected without replacement in such a way
that each subset of size n is equally likely to be choses
 The random variable of interest X is the number of successes in the
population
- PMF function of hypergeometric distributions
o If X is the number of successes in a completely random sample of size n drawn
from a population consisting of M successes, and N−M failures, the probability
distribution of X is given by:

( )( )
P ( X=x )=h ( x ; n , M , N )=
M N −M
x n−x

( ) N
n
for x , satisfying max ( 0 , n−N + M ) ≤ x ≤ min ⁡(n , M )
- Mean and the Variance
M
E ( X ) =n ∙
N

(
V ( X )=
N−n
N−1 ) ∙n∙
M
N( 1−
M
N )
Example 80: A bookstore has 15 copies of a particular textbook, of which 6 are first printings
and the other 9 are second printings (later printings provide an opportunity for authors to
correct mistakes). Suppose that 5 of these copies are randomly selected, and let X be the
number of first printings among the selected copies.

n=5; N=15; M=6→ it is hypergeometric

FIND : P ( X =2 ) , P ( X ≤2 ) ,∧P ( X ≥ 2 ) ; E ( X )∧standard deviation

P ( X=2 )=h ( 2; 5 , 6 , 15 )=
( 2 )( 5−2 ) 15( 84)
6 15−6
= =0.4196
(5)
15 3003
THEN : P ( X=1 ) =h ( 1; 5 , 6 , 15 )=
( 1 )( 5−1 ) 6 ( 126 )
6 15−6
= =0.2517
(5)
15 3003

THEN : P ( X=0 )=h ( 0 ;5 , 6 , 15 )=

( 0)( 5−0 ) 1 ( 126 )
6 15−6
= =0.0420
(5)
15 3003

P ( X ≤2 ) =0.4196+0.2517+ 0.0420=0.7133

P ( X ≥2 ) =1−P ( X ≤1 ) =1−( P ( 0 ) + P ( 1 ) )=1−0.2937=0.7063

THEN : E ( X ) =5 ( 156 )=2

THEN V ( X )= ( 15−5
15−1 ) ( 5 ) ( )( 1− )=0.8571
6
15
6
15
Therefore σ =√ 0.8571=0.9258